Strong law of large numbers for countable nonhomogeneous Markov chains
نویسندگان
چکیده
منابع مشابه
A constructive law of large numbers with application to countable Markov chains
Let X1,X2, . . . be a sequence of identically distributed, pairwise independent random variables with distribution P. Let the expected value be μ < ∞. Let S n = ∑i=1 Xi. It is well-known that S n/n converges to μ almost surely. We show that this convergence is effective in (P,μ). In particular, if P,μ are computable then the convergence is effective. On the other hand, if the convergence is eff...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2009
ISSN: 0024-3795
DOI: 10.1016/j.laa.2009.01.016